• Title/Summary/Keyword: Linear differential equations

Search Result 542, Processing Time 0.024 seconds

MULTI-BLOCK BOUNDARY VALUE METHODS FOR ORDINARY DIFFERENTIAL AND DIFFERENTIAL ALGEBRAIC EQUATIONS

  • OGUNFEYITIMI, S.E.;IKHILE, M.N.O.
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.24 no.3
    • /
    • pp.243-291
    • /
    • 2020
  • In this paper, multi-block generalized backward differentiation methods for numerical solutions of ordinary differential and differential algebraic equations are introduced. This class of linear multi-block methods is implemented as multi-block boundary value methods (MB2 VMs). The root distribution of the stability polynomial of the new class of methods are determined using the Wiener-Hopf factorization of a matrix polynomial for the purpose of their correct implementation. Numerical tests, showing the potential of such methods for output of multi-block of solutions of the ordinary differential equations in the new approach are also reported herein. The methods which output multi-block of solutions of the ordinary differential equations on application, are unlike the conventional linear multistep methods which output a solution at a point or the conventional boundary value methods and multi-block methods which output only a block of solutions per step. The MB2 VMs introduced herein is a novel approach at developing very large scale integration methods (VLSIM) in the numerical solution of differential equations.

ON ZEROS AND GROWTH OF SOLUTIONS OF SECOND ORDER LINEAR DIFFERENTIAL EQUATIONS

  • Kumar, Sanjay;Saini, Manisha
    • Communications of the Korean Mathematical Society
    • /
    • v.35 no.1
    • /
    • pp.229-241
    • /
    • 2020
  • For a second order linear differential equation f" + A(z)f' + B(z)f = 0, with A(z) and B(z) being transcendental entire functions under some restrictions, we have established that all non-trivial solutions are of infinite order. In addition, we have proved that these solutions, with a condition, have exponent of convergence of zeros equal to infinity. Also, we have extended these results to higher order linear differential equations.

SOLUTION OF RICCATI TYPES MATRIX DIFFERENTIAL EQUATIONS USING MATRIX DIFFERENTIAL TRANSFORM METHOD

  • Abazari, Reza
    • Journal of applied mathematics & informatics
    • /
    • v.27 no.5_6
    • /
    • pp.1133-1143
    • /
    • 2009
  • In this work, we successfully extended dimensional differential transform method (DTM), by presenting and proving some new theorems, to solve the non-linear matrix differential Riccati equations(first and second kind of Riccati matrix differential equations). This technique provides a sequence of matrix functions which converges to the exact solution of the problem. Examples show that the method is effective.

  • PDF

BERRY-ESSEEN BOUND FOR MLE FOR LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

  • RAO B.L.S. PRAKASA
    • Journal of the Korean Statistical Society
    • /
    • v.34 no.4
    • /
    • pp.281-295
    • /
    • 2005
  • We investigate the rate of convergence of the distribution of the maximum likelihood estimator (MLE) of an unknown parameter in the drift coefficient of a stochastic process described by a linear stochastic differential equation driven by a fractional Brownian motion (fBm). As a special case, we obtain the rate of convergence for the case of the fractional Ornstein- Uhlenbeck type process studied recently by Kleptsyna and Le Breton (2002).